be carefull with the harmonic minor as you can only play it at certain times. for instance, in purely modal theory the fith chord of a minor key is a minor chord. but for ages people have played a majour chord. this means the key has to be slightly changed, and there you have it, the harmonic minor.

i would advise that you learn the the majour and minor scales and learn a bit of theory. then also when u improvise over chords listen to them carfully, try to work out what notes are in the chords. try to use these notes when you play. obviosly dont stick ridgidly to them, cos then u would just be doin arpegios .this method should give u the ability to give ur improvisation more form. mainly keep practicin and jammin as it will help develope your ear.